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Immune outcomes are key mediators of many health benefits of exercise and are determined by exercise type, dose (frequency/duration, intensity), and individual characteristics. Similarly, reduced availability of ambient oxygen (hypoxia) modulates immune functions depending on the hypoxic dose and the individual capacity to respond to hypoxia. How combined exercise and hypoxia (e.g., high-altitude training) sculpts immune responses is not well understood, although such combinations are becoming increasingly popular. Therefore, in this paper, we summarize the impact on immune responses of exercise and of hypoxia, both independently and together, with a focus on specialized cells in the innate and adaptive immune system. We review the regulation of the immune system by tissue oxygen levels and the overlapping and distinct immune responses related to exercise and hypoxia, then we discuss how they may be modulated by nutritional strategies. Mitochondrial, antioxidant, and anti-inflammatory mechanisms underlie many of the adaptations that can lead to improved cellular metabolism, resilience, and overall immune functions by regulating the survival, differentiation, activation, and migration of immune cells. This review shows that exercise and hypoxia can impair or complement/synergize with each other while regulating immune system functions. Appropriate acclimatization, training, and nutritional strategies can be used to avoid risks and tap into the synergistic potentials of the poorly studied immune consequences of exercising in a hypoxic state., (Copyright © 2023. Production and hosting by Elsevier B.V.)